Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257390.9493 | 22516.1114 | 234874.8379 | 563076.9579 | 67976.7492 | 495100.2087 |
Total P&L (%) | 257.3909 | 22.5161 | 234.8748 | 563.077 | 67.9767 | 495.1002 |
Avg Daily Profit (%) | 0.1743 | 0.0152 | 0.159 | 0.1282 | 0.0351 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109092 | -76889 | -85240 | -573090 | -245502 | -517903 |
Profit Factor | 2.0196 | 1.1745 | 2.9031 | 1.478 | 1.1329 | 1.7427 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 60 | 57.5758 | 62.5 | 60 | 57.5758 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3464 | 0.8654 | 1.7419 | 0.9853 | 0.8348 | 1.0456 |
Largest Winning Trade | 28140 | 17146 | 28140 | 138489 | 79985 | 138489 |
Largest Losing Trade | -33704 | -27499 | -33704 | -269947 | -139714 | -269947 |
Avg Bars in Trades | 39 | 15 | 64 | 39 | 15 | 64 |
Avg Bars in Winners | 31 | 9 | 51 | 31 | 9 | 51 |
Avg Bars in Losers | 51 | 22 | 85 | 51 | 22 | 85 |
Bars Traded | 2564 | 505 | 2059 | 2564 | 505 | 2059 |
Profit Streak | 140.6074 | 206.1074 | 140.6074 | 140.6074 | 206.1074 | 140.6074 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123224 | -205307 | 539021 | -155355 | -219454 | -27350 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2954, "evaluation_days": 1477, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1637582400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758854078589, "expiration_time": 1762543584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 150, "offset": 0, "scalar": 4 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 257390.9492978793, 22516.1114295917, 234874.8378682877, 563076.957898714, 67976.7491925603, 495100.2087061536 ], [ 257.390949, 22.516111, 234.874838, 563.076958, 67.976749, 495.100209 ], [ 0.174266, 0.015244, 0.159022, 0.128161, 0.035122, 0.120828 ], [ 10, 10, 10, 10, 10, 10 ], [ -109092, -76889, -85240, -573090, -245502, -517903 ], [ 2.019596, 1.174508, 2.903092, 1.478015, 1.132937, 1.742721 ], [ 65, 33, 32, 65, 33, 32 ], [ 39, 19, 20, 39, 19, 20 ], [ 26, 14, 12, 26, 14, 12 ], [ 60, 57.575758, 62.5, 60, 57.575758, 62.5 ], [ 1.346397, 0.865427, 1.741855, 0.985343, 0.834796, 1.045632 ], [ 28140, 17146, 28140, 138489, 79985, 138489 ], [ -33704, -27499, -33704, -269947, -139714, -269947 ], [ 39, 15, 64, 39, 15, 64 ], [ 31, 9, 51, 31, 9, 51 ], [ 51, 22, 85, 51, 22, 85 ], [ 2564, 505, 2059, 2564, 505, 2059 ], [ 140.607391, 206.107391, 140.607391, 140.607391, 206.107391, 140.607391 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -123224, -205307, 539021, -155355, -219454, -27350 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2954, "evaluation_days": 1477, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1637582400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758854078589, "expiration_time": 1762543584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 150, "offset": 0, "scalar": 4 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|